+3,446.1%
CSGP vs M
+88.5%
+3,357.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.6% | -3.6% | +2.4% |
| 7D | +18.3% | +8.3% | +10.0% | +16.3% |
| 30D | +17.8% | +14.2% | +3.6% | +14.5% |
| 3M | +9.3% | -1.1% | +10.4% | +9.3% |
| 6M | -7.9% | +36.6% | -44.5% | -14.4% |
| YTD | -51.5% | +19.8% | -71.3% | -54.0% |
| 1Y | -53.3% | +37.2% | -90.5% | -57.0% |
| 3Y | -57.9% | +124.5% | -182.4% | -66.9% |
| 5Y | -61.3% | +1.5% | -62.8% | -65.7% |
| 10Y | +77.5% | +7.8% | +69.7% | +28.8% |
| All | +3,446.1% | +88.5% | +3,357.6% | +1,922.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling